-2.6%
AGG vs AEIS
+232.6%
-235.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.2% |
| 7D | -1.1% | +2.3% | -3.3% | -1.1% |
| 30D | -1.1% | -14.8% | +13.7% | -0.9% |
| 3M | -1.9% | -15.6% | +13.7% | -1.8% |
| 6M | -1.7% | -8.7% | +7.0% | -1.8% |
| YTD | -1.3% | +37.3% | -38.6% | -2.3% |
| 1Y | -0.7% | +80.3% | -81.1% | -2.4% |
| 3Y | +12.5% | +177.9% | -165.5% | +8.9% |
| All | -2.6% | +232.6% | -235.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling